+3,047.2%
DELL vs RRC
+41.7%
+3,005.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.7% | -7.9% | -7.3% |
| 7D | +4.9% | +6.4% | -1.5% | +3.9% |
| 30D | -32.1% | +23.9% | -56.0% | -34.3% |
| 3M | -30.2% | +30.2% | -60.4% | -33.2% |
| 6M | +41.7% | +26.3% | +15.5% | +35.9% |
| YTD | +176.6% | +48.1% | +128.5% | +158.5% |
| 1Y | +159.9% | +37.7% | +122.3% | +145.4% |
| 3Y | +388.0% | +60.3% | +327.7% | +349.8% |
| 5Y | +578.2% | +135.3% | +442.9% | +483.1% |
| 10Y | +2,653.4% | +73.3% | +2,580.1% | +1,939.9% |
| All | +3,047.2% | +41.7% | +3,005.5% | +2,318.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RRC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling